-6.3%
SLB vs IOT
+44.3%
-50.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +2.2% |
| 7D | -1.2% | -1.3% | +0.2% | -1.2% |
| 30D | +4.5% | +1.5% | +3.0% | +4.6% |
| 3M | -4.6% | +4.8% | -9.3% | -3.9% |
| 6M | -6.3% | +45.3% | -51.6% | -4.5% |
| All | -6.3% | +44.3% | -50.5% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded IOT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling